Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
19/03/2021 | 0.88% | 2.27 | 2.29 | 450,000 | 150,000 | 450,000 | 150,000 | 1,017,270 | 342,089 | 100.00% | 100.00% |
18/03/2021 | 0.88% | 2.31 | 2.33 | 450,000 | 150,000 | 450,000 | 150,000 | 1,013,080 | 340,692 | 99.99% | 99.99% |
17/03/2021 | 0.89% | 2.21 | 2.23 | 450,000 | 150,000 | 450,000 | 150,000 | 1,001,690 | 336,897 | 100.00% | 100.00% |
16/03/2021 | 0.88% | 2.24 | 2.26 | 450,000 | 150,000 | 450,000 | 150,000 | 1,020,380 | 343,126 | 99.98% | 99.98% |
15/03/2021 | 0.87% | 2.28 | 2.30 | 450,000 | 150,000 | 450,000 | 150,000 | 1,032,430 | 347,144 | 99.91% | 99.91% |
12/03/2021 | 0.89% | 2.26 | 2.28 | 450,000 | 150,000 | 450,000 | 150,000 | 1,002,240 | 337,079 | 100.00% | 100.00% |
11/03/2021 | 0.91% | 2.19 | 2.21 | 450,000 | 150,000 | 450,000 | 150,000 | 984,220 | 331,073 | 100.00% | 100.00% |
10/03/2021 | 0.88% | 2.23 | 2.25 | 450,000 | 150,000 | 450,000 | 150,000 | 1,018,590 | 342,530 | 100.00% | 100.00% |
09/03/2021 | 0.87% | 2.29 | 2.31 | 450,000 | 150,000 | 450,000 | 150,000 | 1,028,700 | 345,899 | 100.00% | 100.00% |